Related papers: A projected complex Langevin sampling method for b…
The design of translation symmetric bosonic codes, e.g., Gottesmann-Kitaev-Preskill and squeezed cat codes, is robust against photon loss, but the computation accuracy is limited by the available squeezing level. Here, we introduce the…
We propose an algorithm for the efficient and robust sampling of the posterior probability distribution in Bayesian inference problems. The algorithm combines the local search capabilities of the Manifold Metropolis Adjusted Langevin…
This paper is concerned with tuning friction and temperature in Langevin dynamics for fast sampling from the canonical ensemble. We show that near-optimal acceleration is achieved by choosing friction so that the local quadratic…
Given a noisy linear measurement $y = Ax + \xi$ of a distribution $p(x)$, and a good approximation to the prior $p(x)$, when can we sample from the posterior $p(x \mid y)$? Posterior sampling provides an accurate and fair framework for…
This paper introduces the novel class of modulated cyclostationary processes, a class of non-stationary processes exhibiting frequency coupling, and proposes a method of their estimation from repeated trials. Cyclostationary processes also…
Langevin dynamics has become a popular tool to simulate the Boltzmann equilibrium distribution. When the repartition of the Langevin equation involves the exact realization of the Ornstein-Uhlenbeck noise, in addition to the conventional…
One reason for the well known fact that the Complex Langevin (CL) method sometimes fails to converge or converges to the wrong limit has been identified long ago: it is insufficient decay of the probability density either near infinity or…
The problem of sampling a target probability distribution on a constrained domain arises in many applications including machine learning. For constrained sampling, various Langevin algorithms such as projected Langevin Monte Carlo (PLMC),…
We propose in this work a second-order Langevin sampler for the isothermal-isobaric ensemble (the NPT ensemble), preserving a positive volume for the simulation box. We first derive the suitable equations of motion for particles to be…
Sampling from a high-dimensional probability distribution is a fundamental algorithmic task arising in wide-ranging applications across multiple disciplines, including scientific computing, computational statistics and machine learning.…
In recent years, various interacting particle samplers have been developed to sample from complex target distributions, such as those found in Bayesian inverse problems. These samplers are motivated by the mean-field limit perspective and…
Many methods that build powerful variational distributions based on unadjusted Langevin transitions exist. Most of these were developed using a wide range of different approaches and techniques. Unfortunately, the lack of a unified analysis…
We develop a formulation for molecular dynamics, Langevin, and hybrid Monte Carlo algorithms in the recently proposed generalized ensemble that is based on a physically motivated realisation of Tsallis weights. The effectiveness of the…
This paper presents a new method for modelling periodic signals having an aperiodic trend, using the method of variable projection. It is a major extension to the IEEE-standard 1057 by permitting the background to be time varying;…
We propose an alternative method to generate samples of a spatially correlated random field with applications to large-scale problems for forward propagation of uncertainty. A classical approach for generating these samples is the…
We consider the inverse problem of reconstructing the posterior measure over the trajec- tories of a diffusion process from discrete time observations and continuous time constraints. We cast the problem in a Bayesian framework and derive…
The ability to manipulate clouds of ultra-cold atoms is crucial for modern experiments on quantum manybody systems and quantum thermodynamics as well as future metrological applications of Bose-Einstein condensate. While optical…
We propose an ab-initio molecular dynamics method, capable to reduce dramatically the autocorrelation time required for the simulation of classical and quantum particles at finite temperature. The method is based on an efficient…
Rotating systems in thermal equilibrium are ubiquitous in our world. In the context of high energy physics, rotations would affect the phase structure of QCD. However, the standard Monte-Carlo methods in rotating systems are problematic…
We present a super-polynomial improvement in the precision scaling of quantum simulations for coupled classical-quantum systems in this paper. Such systems are found, for example, in molecular dynamics simulations within the…